GUSH vs. BRKL
GUSH (Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares) and BRKL (Corgi BRKB 2x Daily ETF) are both Leveraged Equities funds. GUSH is passively managed, while BRKL is actively managed. Their -0.36 correlation means they have often moved in opposite directions in the past. GUSH charges 1.17%/yr vs 0.45%/yr for BRKL.
Performance
GUSH vs. BRKL - Performance Comparison
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Returns By Period
GUSH
- 1D
- -3.36%
- 1M
- 25.39%
- 6M
- 55.55%
- YTD
- 78.07%
- 1Y
- 81.50%
- 3Y*
- 3.21%
- 5Y*
- 21.93%
- 10Y*
- -35.47%
- ALL TIME*
- -42.06%
BRKL
- 1D
- 0.36%
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.37K | $14.77K | $14.77K | |
| $35.17M | $33.48M | $31.85M |
GUSH vs. BRKL - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
GUSH Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares | 26.53% |
BRKL Corgi BRKB 2x Daily ETF | 1.84% |
Correlation
The correlation between GUSH and BRKL is -0.36, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 7, 2026 | -0.36 |
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Return for Risk
GUSH vs. BRKL — Risk / Return Rank
GUSH
BRKL
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GUSH vs. BRKL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) and Corgi BRKB 2x Daily ETF (BRKL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GUSH | BRKL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.24 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | — | — |
| Martin ratioReturn relative to average drawdown | 5.11 | — | — |
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Drawdowns
GUSH vs. BRKL - Drawdown Comparison
The maximum GUSH drawdown since its inception was -99.98%, which is greater than BRKL's maximum drawdown of -7.03%. Use the drawdown chart below to compare losses from any high point for GUSH and BRKL.
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Drawdown Indicators
| GUSH | BRKL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.98% | -7.03% | -92.95% |
Max Drawdown (1Y)Largest decline over 1 year | -36.18% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -63.59% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -73.64% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -99.94% | — | — |
Current DrawdownCurrent decline from peak | -99.78% | 0.00% | -99.78% |
Average DrawdownAverage peak-to-trough decline | -92.98% | -3.93% | -89.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.99% | — | — |
Volatility
GUSH vs. BRKL - Volatility Comparison
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Volatility by Period
| GUSH | BRKL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.07% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 45.28% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 56.62% | 30.17% | +26.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.48% | 30.17% | +37.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.80% | 30.17% | +62.63% |
GUSH vs. BRKL - Expense Ratio Comparison
GUSH has a 1.17% expense ratio, which is higher than BRKL's 0.45% expense ratio.
Dividends
GUSH vs. BRKL - Dividend Comparison
GUSH's dividend yield for the trailing twelve months is around 1.22%, while BRKL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BRKL Corgi BRKB 2x Daily ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GUSH Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares | 1.22% | 2.60% | 2.96% | 3.00% | 0.47% | 0.00% | 0.20% | 1.68% | 0.17% | 0.00% | 3.26% |
Frequently Asked Questions
GUSH and BRKL have a correlation of -0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BRKL is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BRKL is cheaper with a 0.45% expense ratio, compared with 1.17% for GUSH.
GUSH has the higher dividend yield at 1.22%, compared with 0.00% for BRKL.
They also come from different issuers: Direxion and Corgi. Their fees differ too: 1.17% for GUSH and 0.45% for BRKL.
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